Question: The returns on a share have a correlation with the returns on the market index of 0.25. The standard deviation of the returns on the

The returns on a share have a correlation with the returns

The returns on a share have a correlation with the returns on the market index of 0.25. The standard deviation of the returns on the market portfolio is 15% and the standard deviation of the returns on the share is 24%. What is the share's beta? 1.38. 1.60. 0.55. 0.40. 0.16

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